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Mastering R for Quantitative Finance

You're reading from   Mastering R for Quantitative Finance Use R to optimize your trading strategy and build up your own risk management system

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Product type Paperback
Published in Mar 2015
Publisher
ISBN-13 9781783552078
Length 362 pages
Edition 1st Edition
Languages
Tools
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Toc

Table of Contents (15) Chapters Close

Preface 1. Time Series Analysis FREE CHAPTER 2. Factor Models 3. Forecasting Volume 4. Big Data – Advanced Analytics 5. FX Derivatives 6. Interest Rate Derivatives and Models 7. Exotic Options 8. Optimal Hedging 9. Fundamental Analysis 10. Technical Analysis, Neural Networks, and Logoptimal Portfolios 11. Asset and Liability Management 12. Capital Adequacy 13. Systemic Risks Index

References

  • Black, F. and Scholes, M. [1973]: The Pricing of Options and Corporate Liabilities. The Journal of Political Economy, 81(3), pp. 637-654.
  • Hull, J. C. [2009]: Option, Futures and other Derivatives. Pearson, Prentice Hall.
  • Merton, R. [1973]: Theory of Rational Option Pricing. The Bell Journal of Economics and Management Science, 4(1), pp. 141-183.
  • Száz, J [2009]: Devizaopciók és Részvényopciók Árazása, Jet Set, Budapest.
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